March Bank Participation Report Options IN CONTRACT

  REPORT DATE: 3/5/2024
COMMODITY BANK TYPE BANK COUNT LONG CALLS % SHORT CALLS % CALL O.I. LONG PUTS % SHORT PUTS % PUT O.I.
CBT CORN U.S.   7,350 1.1 3,792 0.6 652,415 4,952 0.8 10,195 1.7 589,449
NON U.S.   5,531 0.8 4,300 0.7   12,225 2.1 15,480 2.6  
  7 12,881 2.0 8,092 1.2   17,177 2.9 25,675 4.4  
CBT SOYBEANS U.S.   1,742 0.6 2,237 0.8 296,884 1,482 0.4 1,721 0.5 345,945
NON U.S.   1,811 0.6 978 0.3   4,874 1.4 7,834 2.3  
  6 3,553 1.2 3,215 1.1   6,356 1.8 9,555 2.8  
CBT UST BOND U.S.   8,607 3.3 7,329 2.8 264,712 12,882 3.8 6,516 1.9 336,933
NON U.S.   4,485 1.7 8,551 3.2   8,045 2.4 2,609 0.8  
  7 13,092 4.9 15,880 6.0   20,927 6.2 9,125 2.7  
NYME NY HARBOR ULSD U.S.   1,380 7.9 3,060 17.6 17,368 170 4.4 75 1.9 3,863
NON U.S.   1,053 6.1 878 5.1   377 9.8 377 9.8  
  6 2,433 14.0 3,938 22.7   547 14.2 452 11.7  
IFED NAT GAS ICE PEN U.S.   1,201,219 16.1 1,192,992 16.0 7,478,158 1,020,996 12.5 968,572 11.8 8,186,728
NON U.S.   145,585 1.9 243,353 3.3   202,696 2.5 121,056 1.5  
  9 1,346,804 18.0 1,436,345 19.2   1,223,692 14.9 1,089,628 13.3  
NYME EUR STYLE NATURAL GAS OPTIONS U.S. 4 212,069 10.3 302,457 14.7 2,060,080 208,712 9.8 169,632 8.0 2,130,550
NON U.S. 8 94,936 4.6 166,583 8.1   130,495 6.1 73,471 3.4  
  12 307,005 14.9 469,040 22.8   339,207 15.9 243,103 11.4  
NYME HENRY HUB LAST DAY FIN U.S. 4 21,825 21.7 2,430 2.4 100,714 720 1.5 450 0.9 47,674
NON U.S. 5 24,782 24.6 34,355 34.1   11,716 24.6 25,032 52.5  
  9 46,607 46.3 36,785 36.5   12,436 26.1 25,482 53.5  
CBT UST 2Y NOTE U.S.   2,000 1.3 1,000 0.7 152,798 2,000 1.8 1,000 0.9 113,611
NON U.S.   2,470 1.6 500 0.3   0 0.0 800 0.7  
  6 4,470 2.9 1,500 1.0   2,000 1.8 1,800 1.6  
CBT UST 10Y NOTE U.S. 4 34,987 2.6 47,325 3.6 1,326,723 53,421 2.8 73,512 3.8 1,919,925
NON U.S. 14 35,182 2.7 22,871 1.7   60,509 3.2 78,694 4.1  
  18 70,169 5.3 70,196 5.3   113,930 5.9 152,206 7.9  
CBT UST 5Y NOTE U.S. 4 39,302 6.4 38,496 6.2 617,651 33,818 6.1 41,171 7.4 556,134
NON U.S. 6 8,101 1.3 18,756 3.0   8,188 1.5 32,419 5.8  
  10 47,403 7.7 57,252 9.3   42,006 7.6 73,590 13.2  
ICEU CRUDE OIL, LIGHT SWEET-WTI U.S.   16,515 5.2 26,343 8.4 315,420 34,224 13.6 16,935 6.7 251,079
NON U.S.   13,000 4.1 4,825 1.5   3,900 1.6 6,040 2.4  
  5 29,515 9.4 31,168 9.9   38,124 15.2 22,975 9.2  
NYME WTI-PHYSICAL U.S.   55,432 4.5 87,753 7.1 1,228,956 64,209 7.5 25,892 3.0 852,810
NON U.S.   36,780 3.0 73,979 6.0   59,307 7.0 27,025 3.2  
  14 92,212 7.5 161,732 13.2   123,516 14.5 52,917 6.2  
NYME CRUDE OIL AVG PRICE OPTIONS U.S. 5 2,900 3.3 21,066 24.2 86,879 27,976 22.1 9,814 7.7 126,800
NON U.S. 7 4,838 5.6 30,917 35.6   30,903 24.4 9,836 7.8  
  12 7,738 8.9 51,983 59.8   58,879 46.4 19,650 15.5  
ICUS SUGAR NO. 11 U.S.   3,465 1.0 17,154 4.9 347,628 0 0.0 9,176 3.3 276,341
NON U.S.   925 0.3 1,142 0.3   302 0.1 8,932 3.2  
  5 4,390 1.3 18,296 5.3   302 0.1 18,108 6.6  
CMX SILVER U.S.   4,997 7.5 4,567 6.9 66,548 478 1.5 3,420 10.7 31,844
NON U.S.   2,020 3.0 1,537 2.3   741 2.3 2,158 6.8  
  8 7,017 10.5 6,104 9.2   1,219 3.8 5,578 17.5  
CMX COPPER- #1 U.S.   7,770 10.7 6,573 9.1 72,326 750 2.0 1,984 5.3 37,613
NON U.S.   0 0.0 157 0.2   240 0.6 299 0.8  
  5 7,770 10.7 6,730 9.3   990 2.6 2,283 6.1  
CMX GOLD U.S.   23,333 4.3 33,342 6.1 547,584 6,468 2.1 9,224 2.9 315,228
NON U.S.   30,178 5.5 34,531 6.3   22,313 7.1 21,757 6.9  
  17 53,511 9.8 67,873 12.4   28,781 9.1 30,981 9.8  
CME SOFR-3M U.S. 7 951,855 3.8 707,657 2.8 25,223,301 638,818 3.5 416,109 2.2 18,511,958
NON U.S. 28 470,487 1.9 427,570 1.7   400,194 2.2 249,192 1.3  
  35 1,422,342 5.6 1,135,227 4.5   1,039,012 5.6 665,301 3.6  
CME E-MINI S&P 500 U.S.   426 0.0 0 0.0 2,415,607 825 0.0 0 0.0 4,772,472
NON U.S.   20,285 0.8 13,016 0.5   52,685 1.1 42,504 0.9  
  13 20,711 0.9 13,016 0.5   53,510 1.1 42,504 0.9